Be worthy
The command to walk worthy of our calling does not mean that we are to somehow merit or earn our position. Rather, Paul is exhorting believers to live their lives so as to prove they belong to Christ. They are to maintain a fidelity to Christ and live with integrity. True believers will display the fruit of the Spirit who lives in them. Their daily lives match their message (the gospel), their position in Christ, and the character of Christ. They live their religion, not merely profess it.
We have been called “with a holy calling” James reiterates the idea that we should walk according to that call, our lives reflecting good works: “What good is it, my brothers and sisters, if someone claims to have faith but has no deeds? Can such faith save them?” (James 2:14) James is warning those who do not walk worthy of their calling that their “faith” is a dead faith, which is no faith at all. How we live should match up with what we say we believe. The reality of that calling is reflected in our daily lives as we rely on His divine power to “walk worthy.”